Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Morningstar Retiree Portfolios Strategic Asset Allocation – Optimal Moderate | NA | 21.99% | 0.79% | 5.62% | 5.19% | 6.25% | 5.25% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar Retiree Portfolios Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 21.99 | 0.79 | 5.62 | 5.19 | 6.25 | 5.25 | … | … | 0.01 | 8.13 | 11.91 | -16.03 | 8.86 | 14.01 | 17.85 | -8.84 | 14.63 | 8.26 | -1.65 | 4.84 | 10.47 | 12.92 | -4.01 | 13.26 | 26.43 | -27.33 | 10.81 | 8.32 | 4.41 | 4.31 | 8.08 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.34 | -0.28 | 0.17 | 0.33 | NA | NA | … | … | -0.01 | 0.19 | 0.80 | -1.18 | 1.06 | 0.70 | 2.40 | -1.03 | 2.78 | 0.86 | -0.18 | 0.69 | 1.22 | 1.45 | -0.24 | 0.95 | 1.39 | -1.08 | 0.68 | 0.62 | 0.83 | 1.15 | 2.48 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.81 | 11.14 | 12.85 | 10.79 | NA | NA | … | … | 5.89 | 7.89 | 9.61 | 14.76 | 8.33 | 19.57 | 6.86 | 9.85 | 5.04 | 9.41 | 9.13 | 6.96 | 8.57 | 8.87 | 16.72 | 13.93 | 19.02 | 26.06 | 11.49 | 8.08 | 2.70 | 2.93 | 2.98 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.11 | 21.61 | 22.63 | 22.63 | NA | NA | … | … | 0.51 | 4.11 | 9.65 | 22.00 | 3.59 | 21.39 | 3.64 | 15.93 | 2.07 | 6.59 | 9.53 | 6.02 | 8.16 | 7.12 | 16.62 | 10.91 | 17.78 | 39.68 | 7.32 | 7.78 | 1.65 | 2.17 | 1.89 | 0.00 | 0.00 |
| Yield(%) | NA | 3.52 | 2.89 | 2.66 | 2.46 | NA | NA | … | … | NA | 0.83 | 3.26 | 2.42 | 2.42 | 1.96 | 2.56 | 1.99 | 0.37 | 3.37 | 2.60 | 3.18 | 2.33 | 2.72 | 2.64 | 2.91 | 3.07 | 2.62 | 2.88 | 2.80 | 3.11 | 1.11 | 0.69 | 1.11 | 2.31 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar Retiree Portfolios Strategic Asset Allocation – Optimal Moderate |
-8.64%
Feb 2006 – Feb 2009 |
-3.65%
Feb 2004 – Feb 2009 |
3.05%
Sep 2001 – Sep 2011 |
3.45%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar Retiree Portfolios Strategic Asset Allocation – Optimal Moderate |
18.80%
Feb 2009 – Feb 2012 |
14.45%
Feb 2009 – Feb 2014 |
9.29%
Feb 2009 – Feb 2019 |
7.93%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart